CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9538 |
0.9591 |
0.0053 |
0.6% |
0.9407 |
| High |
0.9599 |
0.9650 |
0.0051 |
0.5% |
0.9574 |
| Low |
0.9522 |
0.9573 |
0.0051 |
0.5% |
0.9402 |
| Close |
0.9589 |
0.9586 |
-0.0003 |
0.0% |
0.9528 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0172 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
22,714 |
26,089 |
3,375 |
14.9% |
178,779 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9787 |
0.9628 |
|
| R3 |
0.9757 |
0.9710 |
0.9607 |
|
| R2 |
0.9680 |
0.9680 |
0.9600 |
|
| R1 |
0.9633 |
0.9633 |
0.9593 |
0.9618 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9596 |
| S1 |
0.9556 |
0.9556 |
0.9579 |
0.9541 |
| S2 |
0.9526 |
0.9526 |
0.9572 |
|
| S3 |
0.9449 |
0.9479 |
0.9565 |
|
| S4 |
0.9372 |
0.9402 |
0.9544 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9945 |
0.9623 |
|
| R3 |
0.9845 |
0.9773 |
0.9575 |
|
| R2 |
0.9673 |
0.9673 |
0.9560 |
|
| R1 |
0.9601 |
0.9601 |
0.9544 |
0.9637 |
| PP |
0.9501 |
0.9501 |
0.9501 |
0.9520 |
| S1 |
0.9429 |
0.9429 |
0.9512 |
0.9465 |
| S2 |
0.9329 |
0.9329 |
0.9496 |
|
| S3 |
0.9157 |
0.9257 |
0.9481 |
|
| S4 |
0.8985 |
0.9085 |
0.9433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9650 |
0.9402 |
0.0248 |
2.6% |
0.0080 |
0.8% |
74% |
True |
False |
45,516 |
| 10 |
0.9650 |
0.9303 |
0.0347 |
3.6% |
0.0085 |
0.9% |
82% |
True |
False |
61,509 |
| 20 |
0.9650 |
0.9303 |
0.0347 |
3.6% |
0.0104 |
1.1% |
82% |
True |
False |
38,978 |
| 40 |
0.9650 |
0.9217 |
0.0433 |
4.5% |
0.0111 |
1.2% |
85% |
True |
False |
19,742 |
| 60 |
0.9792 |
0.9148 |
0.0644 |
6.7% |
0.0112 |
1.2% |
68% |
False |
False |
13,247 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0104 |
1.1% |
70% |
False |
False |
9,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9977 |
|
2.618 |
0.9852 |
|
1.618 |
0.9775 |
|
1.000 |
0.9727 |
|
0.618 |
0.9698 |
|
HIGH |
0.9650 |
|
0.618 |
0.9621 |
|
0.500 |
0.9612 |
|
0.382 |
0.9602 |
|
LOW |
0.9573 |
|
0.618 |
0.9525 |
|
1.000 |
0.9496 |
|
1.618 |
0.9448 |
|
2.618 |
0.9371 |
|
4.250 |
0.9246 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9612 |
0.9585 |
| PP |
0.9603 |
0.9584 |
| S1 |
0.9595 |
0.9583 |
|